-9.0%
LBRT vs BIYA
-99.9%
+90.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.4% | +6.8% | +8.1% |
| 7D | -11.9% | -7.8% | -4.1% | -11.8% |
| 30D | -31.9% | -38.5% | +6.6% | -31.5% |
| 3M | -34.9% | -59.5% | +24.7% | -34.2% |
| 6M | -60.7% | -89.2% | +28.5% | -60.2% |
| YTD | -29.2% | -97.1% | +67.9% | -27.8% |
| 1Y | -23.6% | -99.0% | +75.4% | -18.2% |
| All | -9.0% | -99.9% | +90.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling